Trading Metrics calculated at close of trading on 20-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
7,025.0 |
6,940.0 |
-85.0 |
-1.2% |
6,981.0 |
High |
7,061.0 |
6,947.5 |
-113.5 |
-1.6% |
7,061.0 |
Low |
6,898.0 |
6,791.5 |
-106.5 |
-1.5% |
6,898.0 |
Close |
6,907.0 |
6,867.5 |
-39.5 |
-0.6% |
6,907.0 |
Range |
163.0 |
156.0 |
-7.0 |
-4.3% |
163.0 |
ATR |
63.2 |
69.9 |
6.6 |
10.5% |
0.0 |
Volume |
163,945 |
139,668 |
-24,277 |
-14.8% |
1,177,315 |
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,337.0 |
7,258.0 |
6,953.5 |
|
R3 |
7,181.0 |
7,102.0 |
6,910.5 |
|
R2 |
7,025.0 |
7,025.0 |
6,896.0 |
|
R1 |
6,946.0 |
6,946.0 |
6,882.0 |
6,907.5 |
PP |
6,869.0 |
6,869.0 |
6,869.0 |
6,849.5 |
S1 |
6,790.0 |
6,790.0 |
6,853.0 |
6,751.5 |
S2 |
6,713.0 |
6,713.0 |
6,839.0 |
|
S3 |
6,557.0 |
6,634.0 |
6,824.5 |
|
S4 |
6,401.0 |
6,478.0 |
6,781.5 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,444.5 |
7,338.5 |
6,996.5 |
|
R3 |
7,281.5 |
7,175.5 |
6,952.0 |
|
R2 |
7,118.5 |
7,118.5 |
6,937.0 |
|
R1 |
7,012.5 |
7,012.5 |
6,922.0 |
6,984.0 |
PP |
6,955.5 |
6,955.5 |
6,955.5 |
6,941.0 |
S1 |
6,849.5 |
6,849.5 |
6,892.0 |
6,821.0 |
S2 |
6,792.5 |
6,792.5 |
6,877.0 |
|
S3 |
6,629.5 |
6,686.5 |
6,862.0 |
|
S4 |
6,466.5 |
6,523.5 |
6,817.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,061.0 |
6,791.5 |
269.5 |
3.9% |
95.0 |
1.4% |
28% |
False |
True |
191,746 |
10 |
7,139.0 |
6,791.5 |
347.5 |
5.1% |
80.0 |
1.2% |
22% |
False |
True |
153,339 |
20 |
7,160.0 |
6,791.5 |
368.5 |
5.4% |
56.5 |
0.8% |
21% |
False |
True |
77,422 |
40 |
7,160.0 |
6,791.5 |
368.5 |
5.4% |
38.5 |
0.6% |
21% |
False |
True |
38,861 |
60 |
7,160.0 |
6,730.0 |
430.0 |
6.3% |
32.5 |
0.5% |
32% |
False |
False |
25,909 |
80 |
7,160.0 |
6,730.0 |
430.0 |
6.3% |
31.5 |
0.5% |
32% |
False |
False |
19,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,610.5 |
2.618 |
7,356.0 |
1.618 |
7,200.0 |
1.000 |
7,103.5 |
0.618 |
7,044.0 |
HIGH |
6,947.5 |
0.618 |
6,888.0 |
0.500 |
6,869.5 |
0.382 |
6,851.0 |
LOW |
6,791.5 |
0.618 |
6,695.0 |
1.000 |
6,635.5 |
1.618 |
6,539.0 |
2.618 |
6,383.0 |
4.250 |
6,128.5 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
6,869.5 |
6,926.0 |
PP |
6,869.0 |
6,906.5 |
S1 |
6,868.0 |
6,887.0 |
|